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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 29/05/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,166 CHF | 85,916 CHF | 94.76% | 94.76% |
| 28/05/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,694 CHF | 93,444 CHF | 100.00% | 100.00% |
| 27/05/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,515 CHF | 92,265 CHF | 100.00% | 100.00% |
| 24/05/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 88,899 CHF | 89,649 CHF | 92.68% | 92.68% |
| 23/05/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,418 CHF | 90,168 CHF | 99.41% | 99.41% |
| 22/05/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,558 CHF | 85,308 CHF | 97.30% | 97.30% |
| 21/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 86,023 CHF | 86,773 CHF | 100.00% | 100.00% |
| 17/05/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,294 CHF | 85,044 CHF | 100.00% | 100.00% |
| 16/05/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 85,652 CHF | 86,402 CHF | 99.25% | 99.25% |
| 15/05/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 74,495 | 74,253 | 83,490 CHF | 83,961 CHF | 98.90% | 98.90% |
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